NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 9,505 9,725 220 2.3% 9,750
High 9,720 9,775 55 0.6% 9,815
Low 9,505 9,655 150 1.6% 9,490
Close 9,690 9,665 -25 -0.3% 9,600
Range 215 120 -95 -44.2% 325
ATR 216 209 -7 -3.2% 0
Volume 8,071 6,584 -1,487 -18.4% 44,818
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,058 9,982 9,731
R3 9,938 9,862 9,698
R2 9,818 9,818 9,687
R1 9,742 9,742 9,676 9,720
PP 9,698 9,698 9,698 9,688
S1 9,622 9,622 9,654 9,600
S2 9,578 9,578 9,643
S3 9,458 9,502 9,632
S4 9,338 9,382 9,599
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,610 10,430 9,779
R3 10,285 10,105 9,690
R2 9,960 9,960 9,660
R1 9,780 9,780 9,630 9,708
PP 9,635 9,635 9,635 9,599
S1 9,455 9,455 9,570 9,383
S2 9,310 9,310 9,541
S3 8,985 9,130 9,511
S4 8,660 8,805 9,421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,775 9,375 400 4.1% 159 1.6% 73% True False 8,188
10 9,820 9,375 445 4.6% 177 1.8% 65% False False 9,085
20 9,860 9,330 530 5.5% 180 1.9% 63% False False 9,650
40 10,760 8,200 2,560 26.5% 264 2.7% 57% False False 13,971
60 10,855 8,200 2,655 27.5% 186 1.9% 55% False False 9,329
80 10,855 8,200 2,655 27.5% 139 1.4% 55% False False 6,997
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,285
2.618 10,089
1.618 9,969
1.000 9,895
0.618 9,849
HIGH 9,775
0.618 9,729
0.500 9,715
0.382 9,701
LOW 9,655
0.618 9,581
1.000 9,535
1.618 9,461
2.618 9,341
4.250 9,145
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 9,715 9,641
PP 9,698 9,617
S1 9,682 9,593

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols